Anic Equity¶

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Total return since start: 0.689 %¶

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Equity now: -----------------------------> 51604.82 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48405.76 Kr¶

PnL: ---------------------------------------> -681.81 Kr¶

DD now: ---------------------------------> -0.654 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 15:52:30.904534'

Anic Portfolio¶

Today¶

Return: -0.566 %¶

This Week¶

Return: 8.579 %¶

Total¶

Return: 68.941 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -1.430000 770.800000 97.800000 14.530000 673.000000
Nordea Bank Abp 29 -0.130000 3530.460000 76.460000 2.210000 3453.999992
Fasadgruppen Group 38 2.030000 4195.200000 54.200000 1.310000 4140.999992
HEBA B 70 -1.290000 2688.000000 52.000000 1.970000 2636.000010
MedCap 2 0.430000 465.000000 44.000000 10.450000 421.000000
SAAB B 8 -0.210000 3420.000000 43.000000 1.270000 3377.000000
Swedbank A 3 1.620000 600.600000 36.600000 6.490000 564.000000
AcadeMedia 12 -0.380000 592.200000 35.200000 6.320000 557.000004
Resurs Holding 22 -0.110000 608.300000 34.300000 5.980000 573.999998
Samhällsbyggnadsbo. i Norden B 20 -0.550000 381.000000 26.000000 7.320000 355.000000
Intrum 4 0.190000 540.400000 13.400000 2.540000 527.000000
OEM International B 7 -1.660000 539.700000 11.700000 2.220000 527.999997
Eastnine 4 -0.320000 502.400000 11.400000 2.320000 491.000000
Norva24 Group 16 -0.230000 553.920000 10.920000 2.010000 543.000000
Karnov Group 9 0.000000 543.600000 7.600000 1.420000 536.000004
Securitas B 6 -1.220000 572.040000 2.040000 0.360000 570.000000
Fastighetsbolag. Emilshus Pref 21 -2.370000 562.800000 0.800000 0.140000 562.000005
Creaspac SPAC 6 -0.410000 577.800000 0.800000 0.140000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -0.100000 246.480000 0.480000 0.200000 246.000000
Coor Service Management Hold. 8 0.230000 532.400000 0.400000 0.080000 532.000000
Handelsbanken A 5 0.320000 545.000000 -1.000000 -0.180000 546.000000
Corem Property Group B 59 -1.880000 570.530000 -6.470000 -1.120000 576.999999
Midsona B 63 -3.700000 573.300000 -9.700000 -1.660000 582.999984
Sampo Oyj SDB 7 0.180000 3839.500000 -10.500000 -0.270000 3850.000000
Boozt 12 -0.150000 1642.800000 -11.200000 -0.680000 1653.999996
Essity B 2 -0.690000 546.200000 -27.800000 -4.840000 574.000000
International Petroleum Corp. 5 -2.280000 557.500000 -37.070000 -6.230000 594.565215
CTEK 13 -2.080000 495.950000 -38.050000 -7.130000 533.999999
Essity A 4 -0.900000 1098.000000 -51.000000 -4.440000 1149.000000
Vivesto 1368 -1.200000 560.880000 -52.120000 -8.500000 612.999432
Beijer Electronics Group 27 -1.420000 2997.000000 -87.000000 -2.820000 3083.999994
OX2 22 -0.930000 1765.500000 -223.500000 -11.240000 1989.000002
Axfood 15 0.370000 4060.500000 -239.500000 -5.570000 4300.000005
Ovzon 64 -3.700000 3328.000000 -668.000000 -16.720000 3996.000000
TOTAL 48405.760000 -681.810000 -0.6537% 49087.564636

Updated:¶

'2023-01-31 15:52:44.414063'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶